+5,357.1%
UNP vs SPG
+5,256.9%
+100.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | -5.3% | -2.4% | -3.0% | -4.6% |
| 30D | -1.5% | -6.8% | +5.3% | +0.8% |
| 3M | +10.3% | +2.7% | +7.6% | +9.2% |
| 6M | +9.7% | +5.5% | +4.2% | +7.6% |
| YTD | +27.1% | +15.7% | +11.4% | +20.8% |
| 1Y | +32.6% | +20.9% | +11.7% | +24.1% |
| 3Y | +40.0% | +112.4% | -72.4% | +7.7% |
| 5Y | +50.8% | +101.4% | -50.5% | +16.0% |
| 10Y | +278.6% | +60.6% | +218.0% | +179.5% |
| All | +5,357.1% | +5,256.9% | +100.2% | +1,404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling